If the Hero desperately wanted to keep all of the Daedric Artifacts they would need to cheat to do so, then Azura's Star, the Ring of Khajiiti, the Ring of Namira, and the Wabbajack are the only four Daedric Artifacts that can be duplicated via the infamous scroll duplication glitch.

Martin has found a section of the Mysterium Xarxes which describes a ritual which will allow him to open a portal to Camoran's Paradise, where Mankar Camoran has taken the Amulet of Kings. He has learned that four items are required for this ritual, but has only identified one so far: 'the blood of a Daedra Lord', which he says refers to a Daedric Artifact.

Update: The objective:

I need to locate a Daedric Artifact and bring it back to Martin at Cloud Ruler Temple.

Update: After retrieving a Daedric Artifact:

I have a Daedric Artifact, which Martin needs for the ritual to open a portal to Camoran's Paradise. I should bring it to him at Cloud Ruler Temple.

Update:After giving the artifact to Martin:

I gave Martin the Daedric Artifact he needed for the Mysterium Xarxes ritual.

The artifact will be permanently destroyed, and cannot be re-obtained through legitimate means. Care should be taken not to give away anything one will want to use later.

Mehrunes' Razor, although a Daedric artifact, cannot be turned in for this quest, likely due to its plug-in nature.

Because most of the eligible artifacts appear in The Elder Scrolls V: Skyrim, it can be presumed that either the items were never truly destroyed by the ritual, that the canonical artifact destroyed was the Ring of Khajiiti, or Goldbrand, or that in 'destroying' the artifact, it was actually simply returned to its respective master, which could help explain why the majority of eligible artifacts returned in Skyrim.

Though Goldbrand was never physically seen in Skyrim, it was mentioned in the book The Great War to have been used by Titus Mede II, after the Oblivion Crisis, during his takeover of the Imperial City, but this cannot be fully considered true as it was stated to only be rumored.

PC 360 PS3 If a duplication glitch is used on Azura's Star, Ring of Khajiiti, Namira's Ring, Spell Breaker, or Wabbajack, Martin will accept the duplicate and the original artifact can be kept.